+559.9%
IREN vs CRL
+102.5%
+457.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -6.9% |
| 7D | -19.3% | -1.7% | -17.6% | -18.3% |
| 30D | -43.9% | +14.6% | -58.5% | -46.2% |
| 3M | -49.1% | +24.8% | -73.9% | -52.8% |
| 6M | -67.8% | +94.7% | -162.4% | -75.7% |
| YTD | -47.8% | +73.4% | -121.1% | -59.2% |
| 1Y | -67.2% | +104.7% | -171.9% | -76.3% |
| All | +559.9% | +102.5% | +457.4% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling